+35.2%
CMS vs VSXY
+335.0%
-299.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | +0.5% |
| 7D | +1.2% | -6.8% | +8.0% | +1.3% |
| 30D | -3.2% | -20.4% | +17.2% | -3.0% |
| 3M | -2.2% | +2.9% | -5.1% | -2.3% |
| 6M | -9.4% | +67.9% | -77.4% | -9.8% |
| YTD | +0.7% | +44.9% | -44.2% | +0.2% |
| 1Y | +0.4% | +205.9% | -205.6% | -0.4% |
| 3Y | +35.2% | +373.9% | -338.7% | +30.0% |
| All | +35.2% | +335.0% | -299.8% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VSXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling